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Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…
Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept of consistent scoring functions and proper scoring rules,…
The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
We study clustered multitask learning in a semiparametric setting where tasks share a latent cluster structure in their target parameters but exhibit heterogeneous, potentially infinite-dimensional nuisance components. Such heterogeneity…
Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…
We describe a set of new estimators for the N-point correlation functions of point processes. The variance of these estimators is calculated for the Poisson and binomial cases. It is shown that the variance of the unbiased estimator…
Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…
This article introduces estimators of trend and seasonality for time series of point processes. We assume the point processes follow a temporal or spatial doubly-stochastic Poisson model with log-Gaussian intensity functions. The proposed…
Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…
There are some papers which describe the use of bootstrap techniques in point process statistics. The aim of the present paper is to show that the form in which bootstrap is used there is dubious. In case of variance estimation of pair…
The Shapley value is a ubiquitous framework for attribution in machine learning, encompassing feature importance, data valuation, and causal inference. However, its exact computation is generally intractable, necessitating efficient…
The purpose of this paper is to introduce a very efficient algorithm for signal extrapolation. It can widely be used in many applications in image and video communication, e. g. for concealment of block errors caused by transmission errors…
This paper proposes a new estimation technique for fitting parametric Gibbs point process models to a spatial point pattern dataset. The technique is a counterpart, for spatial point processes, of the variational estimators for Markov…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…
In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…
This paper characterizes the impact of covariate serial dependence on the non-asymptotic estimation error bound of penalized regressions (PRs). Focusing on the direct relationship between the degree of cross-correlation between covariates…
Acceleration of algorithms is becoming a crucial problem, if larger data sets are to be processed. Evaluation of algorithms is mostly done by using computational geometry approach and evaluation of computational complexity. However in…
Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…